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~language:"eng"
~language:"est"
~language:"spa"
~person:"Bascou, Pierre"
~person:"Heath, David C."
~person:"Jarrow, Robert A."
~person:"Santomero, Anthony M."
~subject:"Asset-liability management"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Statistik"
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Asset-liability management
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Theorie
131
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38
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34
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Bascou, Pierre
Heath, David C.
Jarrow, Robert A.
Santomero, Anthony M.
Gupta, Rangan
343
Bahmani-Oskooee, Mohsen
223
Cebula, Richard J.
208
Gil-Alaña, Luis A.
199
Nijkamp, Peter
194
Beladi, Hamid
188
Apergēs, Nikolaos
177
Creedy, John
164
Acemoglu, Daron
158
Caporale, Guglielmo Maria
156
Taylor, Mark P.
155
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154
Lien, Da-hsiang Donald
152
Wohar, Mark E.
152
Phillips, Peter C. B.
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Stiglitz, Joseph E.
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Tsionas, Efthymios G.
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Güth, Werner
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Lai, Ching-chong
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Serletis, Apostolos
141
Turnovsky, Stephen J.
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Viscusi, W. Kip
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Arestis, Philip
138
Audretsch, David B.
138
Färe, Rolf
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Eichengreen, Barry
135
Fabozzi, Frank J.
135
Narayan, Paresh Kumar
135
Heckman, James J.
132
Marjit, Sugata
127
MacDonald, Ronald
126
Shogren, Jason F.
126
Tiwari, Aviral Kumar
124
Belke, Ansgar
123
Tirole, Jean
123
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121
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121
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Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
13
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9
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6
Finance research letters
6
International journal of theoretical and applied finance
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The journal of finance : the journal of the American Finance Association
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Annual review of financial economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of fixed income
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The review of financial studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Advances in futures and options research : a research annual
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Essays in financial economics in memory of Irwin Friend
2
Financial markets, institutions & instruments
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Journal of economics & business
2
Journal of money, credit and banking : JMCB
2
Journal of risk
2
Review of futures markets
2
The journal of portfolio management : a publication of Institutional Investor
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Agricultural finance review
1
Applied mathematical finance
1
Banking review
1
Business economics : the journal of the National Association for Business Economists
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic policy review
1
Ekonomia : the journal of the Cyprus Economic Society
1
European finance review : the official journal of the European Finance Association
1
European financial management : the journal of the European Financial Management Association
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Financial analysts' journal : FAJ
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Financial engineering and the Japanese markets
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Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
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ECONIS (ZBW)
168
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
3
An explosion time characterization of asset price bubbles
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 469-479
Persistent link: https://www.econbiz.de/10014326312
Saved in:
4
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
5
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
6
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
7
Media trading groups and short selling manipulation
Jarrow, Robert A.
;
Li, Siguang
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1035-1052
Persistent link: https://www.econbiz.de/10014321662
Saved in:
8
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
9
Applying the local martingale theory of bubbles to cryptocurrencies
Choi, Soon Hyeok
;
Jarrow, Robert A.
- In:
International journal of theoretical and applied …
25
(
2022
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013371053
Saved in:
10
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
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